I have a few thoughts!
-i know its notorously unsexy, and not at all spontaneous - but both of you could try showering quickly before you hop into bed(or floor, or table, or wherever else)
-some people have great success with using medicated wipes(the antibacterial kind, make sure they are made for the rear though!) throughout the day.
-Pee DIRECTLY after sex. This helps to clear out your tract. I think you said you already did this.
-have you been checked for a yeast infection? For some reason every time i get a yeast infection, I get a UTI as well. And sometimes with mild yeast going on, you dont notice symptoms. Just a thought.
-LOTS of cranberry juice. JUICE. NOT drink. has to be the real deal. If you dont like it you can also take cranberry supplements. That works just the same. Also garlic supplements can make the body a hostile environment for bad bacteria. Worth a try.

Be careful with the AZO - use sparingly as although not proven in humans it HAS been shown in animals to be potentially carcinogenic.. and the rest of the dyes in that family ARE carcinogenic.